Tauberian theorems for matrix regular variation
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Publication:2839392
DOI10.1090/S0002-9947-2012-05751-5zbMath1277.40006OpenAlexW1989952459WikidataQ38283555 ScholiaQ38283555MaRDI QIDQ2839392
Mark M. Meerschaert, Hans-Peter Scheffler
Publication date: 5 July 2013
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9947-2012-05751-5
Laplace transform (44A10) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Basic linear algebra (15A99) Tauberian theorems (40E05)
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Cites Work
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations
- High risk scenarios and extremes. A geometric approach
- Time series: theory and methods.
- Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
- Some properties of gamma and beta matrix functions
- Regular Variation in R k
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